• Smart Structures and Systems
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• v.11 no.1
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• pp.1-17
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• 2013

This paper intended to investigate the feasibility of bridge health monitoring using a linear system parameter of a time series model identified from traffic-induced vibrations of bridges through a laboratory moving vehicle experiment on scaled model bridges. This study considered the system parameter of the bridge-vehicle interactive system rather than modal ones because signals obtained under a moving vehicle are not the responses of the bridge itself but those of the interactive system. To overcome the shortcomings of modal parameter-based bridge diagnosis using a time series model, this study considered coefficients of Autoregressive model (AR coefficients) as an early indicator of anomaly of bridges. This study also investigated sensitivity of AR coefficients in detecting anomaly of bridges. Observations demonstrated effectiveness of using AR coefficients as an early indicator for anomaly of bridges.

• Journal of Korea Water Resources Association
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• v.49 no.3
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• pp.177-186
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• 2016

Drought is a water-related natural disaster which can be simply described as spatially and temporally sequential absence of water. However, its characteristics are very difficult to define. For this reason, the preparation and mitigation from drought events have not been successful. In the current study, we illustrated a design drought estimation approach of water resources infrastructures as well as the existing theoretical one to prepare and mitigate drought disasters. Theoretical and simulation methods were tested including three time series models such as autoregressive (AR), Gamma AR, Copula AR models. The results indicated that for South Korea region, the simulation-based method to estimate drought frequency presented better performance and all the three time series models show similar performance to each other. The current drought event occurring in South Korea was investigated with dividing South Korea into four basins as Han River, Nakdong River, Geum River, and Nakdong River basins. The results showed that two middle and north basins presented significant drought events with 3 year drought duration and around 40 year return period while the other two southern regions illustrated relatively weaker drought events.

• Transactions of the Korean Society of Mechanical Engineers
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• v.18 no.8
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• pp.1939-1951
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• 1994

This study introduces a new tool breakage detecting technology comprised of an unsupervised neural network combined with adaptive time series autoregressive(AR) model where parameters are estimated recursively at each sampling instant using a parameter adaptation algorithm based on an RLS(Recursive Least Square). Experiment indicates that AR parameters are good features for tool breakage, therefore it can be detected by tracking the evolution of the AR parameters during milling process. an ART 2(Adaptive Resonance Theory 2) neural network is used for clustering of tool states using these parameters and the network is capable of self organizing without supervised learning. This system operates successfully under the wide range of cutting conditions without a priori knowledge of the process, with fast monitoring time.

• Journal of Biomedical Engineering Research
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• v.10 no.3
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• pp.303-308
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• 1989

A new estimationn mothod of single-EP(evoked potential) using adaptive algorithm and paralnetrlc model is proposed. Since the EEG(eletroencephalogram) signal is stationary in short time interval the AR(autoregressive) parameters of the EEG are estimated by the Burg algorithm using the EEG of prestimulus interval. After stimulus, the single-EP is estimated by adaptive algorithm. The validity of this method is verified by the simulation for generated auditory single-EP based on parametric model.

• 제어로봇시스템학회:학술대회논문집
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• 1986.10a
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• pp.641-642
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• 1986

We present a method for the estimation of intramuscular electromyographic(EMG) signals from the given surface EMG signals. This method is based on representing the surface EMG signal as an autoregressive(AR) time model with a delayed intramuscular EMG signal as an input. The parameters of the time series model that transforms the intramuscular signal to the surface signal are identified. The identified model is then used in estimating the intramuscular signal from the surface signal.

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.149-156
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• 2007

This study suggests a new method for testing seasonal unit roots in a momentum threshold autoregressive (MTAR) process. This sign test is robust against heteroscedastic or heavy tailed errors and is invariant to monotone data transformation. The proposed test is a seasonal extension of the sign test of Park and Shin (2006). In the case of partial seasonal unit root in an MTAR model, a Monte-Carlo study shows that the proposed test has better power than the seasonal sign test developed for AR model.

• Journal of the Institute of Convergence Signal Processing
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• v.1 no.1
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• pp.15-22
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• 2000

The analysis of power spectrum based on linear AR model is applied widely to quantize the response of autonomic nerve noninvasively, In this paper, we estimate the power spectrum density for heartrate variability of the electrocadiogram and pulse wave for short term data(less than two minute), The time series of heart rate variability is obtained from the time interval(RRI, PPI) between the feature point of the electrocadiogram and pulse wave for normal person, The generated time series reconstructed into new time series through polynomial interpolation to apply to the AR mode. The power spectrum density for AR model is calculated by Burg algorithm, After applying AR model, the power spectrum density for heart rate variability of the electrocadiogram and the pulse wave is shown smooth spectrum power at the region of low frequence and high frequence, and that the power spectrum density of electrocadiogram and pulse wave has similar form for same subject.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Proceedings of the Korean Institute of Industrial Safety Conference
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• 2000.11a
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• pp.39-45
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• 2000

In recent years, composite materials such as fiber reinforced plastics (FRP) have gained considerable attention in the aircraft and automobile industries due to their light weight, high modulus and specific strength. In practice, control of chip formation appears to be the most serious problem since chip formation mechanism in composite machining has significant effects on the finished surface ［1,2,3,4,5］. Current study will discuss frequency analysis based on autoregressive (AR) time series model and process characterization in orthogonal cutting of a fiber-matrix composite materials. A sparsely distributed idealized model composite material, namely a glass reinforced polyester (GFRP) was used as workpiece. Analysis method employs a force sensor and the signals from the sensor are processed using AR time series model. The experimental correlation between the different chip formation mechanisms and model coefficients are established.(omitted)